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Calamos S&P 500 Structured Alt Protection ETF - October (CPSO)

Defined Outcome | Exchange Traded Fund | NYSEArca
28.58 USD +0.12 (0.417%) ⇧ (Oct. 15, 2026, 9:46 a.m. EDT)

Short-term:★★★⯪☆Long-term:★★⯪☆☆Dividends:☆☆☆☆☆
Hot Take ↕ | Oct. 10, 2026, 10:21 a.m. EDT

The instrument shows a distinct upward bias over the last two weeks, climbing from roughly $28.30 to $28.54, which aligns with the statistical model's high-confidence prediction of a slight gain over the next 45 days. However, this is a structured product with no dividend history and a one-year track record showing only modest appreciation (+5.97%). The lack of income generation and limited historical depth prevents any long-term bullish conviction, leaving it as a speculative, short-term tactical play rather than a core holding.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoARIMA ✓0.004091
MSTL0.004100
AutoETS0.004103
AutoTheta0.006461

Forecast horizon: 45 days | Selected: AutoARIMA

Forecast Reliability
Score 71%
H-stat 1.20
Ljung-Box p 0.001
Jarque-Bera p 0.000
Excess Kurtosis 13.90

Info Dump

Attribute Value
All Time High 28.55
All Time Low 24.89
Ask 28.48
Ask Size 900
Average Daily Volume10 Day 13,990
Average Daily Volume3 Month 3,609
Average Volume 3,609
Average Volume10Days 13,990
Beta3 Year 0.0
Bid 28.42
Bid Size 300
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 28.47
Day Low 28.42
Display Name S&P 500 Structured Alt
Dividend Yield 0.0
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 28.2691
Fifty Day Average Change 0.31089973
Fifty Day Average Change Percent 0.010997864
Fifty Two Week Change Percent 6.17795
Fifty Two Week High 28.55
Fifty Two Week High Change 0.030000687
Fifty Two Week High Change Percent 0.0010508122
Fifty Two Week Low 26.73
Fifty Two Week Low Change 1.8500004
Fifty Two Week Low Change Percent 0.06921064
Fifty Two Week Range 26.73 - 28.55
First Trade Date Milliseconds 1,727,789,400,000
Full Exchange Name NYSEArca
Fullday Change 0.11879921
Fullday Change Percent 0.41740757
Fullday Price 28.58
Fund Family Calamos
Fund Inception Date 1,727,654,400
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Options ("FLEX Options") that reference the price performance of the SPDR®? S&P 500®? ETF Trust. The fund is non-diversified.
Long Name Calamos S&P 500 Structured Alt Protection ETF - October
Market us_market
Market State REGULAR
Max Age 86,400
Message Board Id finmb_1889183296
Nav Price 28.62
Net Assets 27,618,176.0
Net Expense Ratio 0.69
Open 28.58
Previous Close 28.4612
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change 0.11879921
Regular Market Change Percent 0.41740757
Regular Market Day High 28.47
Regular Market Day Low 28.42
Regular Market Day Range 28.42 - 28.47
Regular Market Open 28.58
Regular Market Previous Close 28.4612
Regular Market Price 28.58
Regular Market Time 1,792,071,966
Regular Market Volume 10,618
Short Name Calamos S&P 500 Structured Alt
Source Interval 15
Symbol CPSO
Total Assets 27,618,176
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 1.50484
Trailing Three Month Returns 1.50484
Triggerable 1
Two Hundred Day Average 27.661415
Two Hundred Day Average Change 0.9185848
Two Hundred Day Average Change Percent 0.033208165
Type Disp ETF
Volume 10,618
Yield 0.0
Ytd Return 4.38467